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Trade: YFI/USDT/360/SUPERTREND/DCM/3952

Strategy
YFI/USDT/360/SUPERTREND/DCM/3952
Pair
YFI_USDT
Interval
6h
Score
379360
Daily Profit
0.222610
Profit Factor
1.332572
Profitability
46.175637
Streak
6.274502
Best Strategy
Training Data Length
1881.250000
Evaluation Time
2025-10-04 21:35
Expiration Time
2025-11-30 00:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 418784.3543 300654.4213 118129.933 267105.4739 209324.0713 57781.4026
Total P&L (%) 418.7844 300.6544 118.1299 267.1055 209.3241 57.7814
Avg Daily Profit (%) 0.2226 0.1598 0.0628 0.0692 0.06 0.0242
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133066 -129587 -71555 -987441 -732292 -469432
Profit Factor 1.3326 1.4413 1.2044 1.0475 1.0688 1.0224
Total Trades 353 177 176 353 177 176
Winning Trades 163 74 89 163 74 89
Losing Trades 190 103 87 190 103 87
Profitability (%) 46.1756 41.8079 50.5682 46.1756 41.8079 50.5682
Ratio Avg Win / Avg Loss 1.5533 2.0062 1.1773 1.221 1.4877 0.9994
Largest Winning Trade 89807 89807 39964 290608 290608 199636
Largest Losing Trade -38608 -38608 -31255 -196559 -196559 -191807
Avg Bars in Trades 21 25 16 21 25 16
Avg Bars in Winners 24 28 21 24 28 21
Avg Bars in Losers 18 24 11 18 24 11
Bars Traded 7443 4557 2886 7443 4557 2886
Profit Streak 6.2745 52.2745 0 6.2745 52.2745 0
Trades During Streak 1 4 0 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 379360 297909 -108865 -267575 -258609 -358186
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7525,
    "evaluation_days": 1881.25,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598313600000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759602917029,
    "expiration_time": 1764455400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 2,
            "offset": 0,
            "multiplier": 2.98958
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 59,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            418784.3542957369,
            300654.4213069485,
            118129.9329887884,
            267105.4738545036,
            209324.0712519211,
            57781.402602582
        ],
        [
            418.784354,
            300.654421,
            118.129933,
            267.105474,
            209.324071,
            57.781403
        ],
        [
            0.22261,
            0.159816,
            0.062793,
            0.069152,
            0.060043,
            0.024244
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133066,
            -129587,
            -71555,
            -987441,
            -732292,
            -469432
        ],
        [
            1.332572,
            1.441338,
            1.204378,
            1.047478,
            1.068843,
            1.02235
        ],
        [
            353,
            177,
            176,
            353,
            177,
            176
        ],
        [
            163,
            74,
            89,
            163,
            74,
            89
        ],
        [
            190,
            103,
            87,
            190,
            103,
            87
        ],
        [
            46.175637,
            41.80791,
            50.568182,
            46.175637,
            41.80791,
            50.568182
        ],
        [
            1.553304,
            2.006187,
            1.177314,
            1.220987,
            1.487715,
            0.999376
        ],
        [
            89807,
            89807,
            39964,
            290608,
            290608,
            199636
        ],
        [
            -38608,
            -38608,
            -31255,
            -196559,
            -196559,
            -191807
        ],
        [
            21,
            25,
            16,
            21,
            25,
            16
        ],
        [
            24,
            28,
            21,
            24,
            28,
            21
        ],
        [
            18,
            24,
            11,
            18,
            24,
            11
        ],
        [
            7443,
            4557,
            2886,
            7443,
            4557,
            2886
        ],
        [
            6.274502,
            52.274503,
            0,
            6.274503,
            52.274503,
            0
        ],
        [
            1,
            4,
            0,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            379360,
            297909,
            -108865,
            -267575,
            -258609,
            -358186
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7525,
    "evaluation_days": 1881.25,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1598313600000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759602917029,
    "expiration_time": 1764455400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 2,
            "offset": 0,
            "multiplier": 2.98958
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 59,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)